On fully coupled continuous time random walks

• Autorzy: W. Szczotka , P. Żebrowski
• Języki publikacji: EN

Abstrakty

EN

Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.

Kategorie tematyczne

• 60G50: Sums of independent random variables; random walks
• 60F17: Functional limit theorems; invariance principles
• 60G51: Processes with independent increments; L\'evy processes
• 60K05: Renewal theory
• 60E07: Infinitely divisible distributions; stable distributions

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2012
• Tom: 39
• Numer: 1
• Strony: 87-102

Daty

wydano

2012

Twórcy

autor

W. Szczotka

• Institute of Mathematics, University of Wrocław, 50-384 Wrocław, Poland

autor

P. Żebrowski

• Institute of Mathematics, University of Wrocław, 50-384 Wrocław, Poland

Identyfikatory

DOI

10.4064/am39-1-6